+213.6%
RF vs TD
+300.0%
-86.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.3% | +1.3% |
| 7D | +1.9% | +1.1% | +0.8% | +0.8% |
| 30D | +7.3% | +5.2% | +2.1% | +1.7% |
| 3M | -7.9% | +1.2% | -9.1% | -9.5% |
| 6M | +10.5% | +17.7% | -7.2% | -7.4% |
| YTD | +9.6% | +34.2% | -24.6% | -20.1% |
| 1Y | +20.3% | +55.4% | -35.1% | -24.9% |
| 3Y | +119.5% | +130.4% | -10.9% | -12.0% |
| 5Y | +48.2% | +101.8% | -53.6% | -31.3% |
| All | +213.6% | +300.0% | -86.4% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling